Global SovereignQ

Investment Objective

Excess return objectives are customizable based on investors risk tolerance. Investors can target excess return ranging from 100 to 400 basis points annually over the course of a market cycle, with corresponding 100 to 400 basis points tracking error targets.

Investment Style

Utilize a model-driven investment discipline and construct a diversified portfolio of independent alpha engines using all major global markets. Value may be added through country and currency allocation, as well as duration and yield curve positioning. Rigorous analyses are performed using proprietary quantitative models combined with professional insights and experience of the portfolio management team to determine the relative-value positions that seek to provide optimal risk/return characteristics. Risk/return is customizable without the use of financial leverage.

Investment Vehicles

Separate Account: Contact your Client Service Executive or call 1-626-844-9400
Commingled Vehicle Available

Performance as of December 31, 2017

Returns for periods greater than one year are annualized. Please see the Performance Disclosure for more information.


Strategy AUM: Total Global SovereignQ Assets:
US$5.3 million (as of December 31, 2017)
Benchmark: Citi World Government Bond Index (USD Unhedged)
Inception Date: 01 Oct 09

Sector Allocation as of December 31, 2017

Global Sovereign<sup>Q</sup> | Sector Allocation as of December 31, 2017
Note: Sector allocation includes look-through to any underlying commingled vehicles if held. All weightings are a percentage of total market value. A negative cash position may be reported, which is primarily due to the portfolio's unsettled trade activity. Data may not sum to 100% due to rounding.

Portfolio Characteristics as of December 31, 2017

Global Sovereign<sup>Q</sup> | Portfolio Characteristics as of December 31, 2017
IMPORTANT INFORMATION: All investments involve risk including loss of principal. Past performance is not indicative of future investment results. This information is only for use by professional clients, eligible counterparties or qualified investors. It is not aimed at, or for use by, retail clients.
** Represented by Global SovereignQ (USD Unhedged) Composite.